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~isPartOf:"DNB working paper"
~isPartOf:"International journal of economics and business research"
~isPartOf:"Journal of emerging market finance"
~subject:"Estimation"
~subject:"Volatility"
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Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of emerging market finance
15
(
2016
)
3
,
pp. 333-361
Persistent link: https://www.econbiz.de/10011691166
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2
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
Saved in:
3
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava
- In:
International journal of economics and business research
6
(
2013
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
Saved in:
4
On the exchange rate expectations : does UIP really beat PPP and random walks?
Rashid, Abdul
- In:
International journal of economics and business research
4
(
2012
)
3
,
pp. 346-361
Persistent link: https://www.econbiz.de/10009570182
Saved in:
5
Testing for market efficiency in emerging markets : evidence from the Athens Stock Exchange
Filis, George
- In:
Journal of emerging market finance
5
(
2006
)
2
,
pp. 121-133
Persistent link: https://www.econbiz.de/10003390719
Saved in:
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